Thanks for the responses so far.
We can access the attic, but this space is under another, lowered section of the house. The house has a main part and two wings off the side. One wing was completely finished off, the other has a garage on the first floor and had an unfinished storage space above. We finished off that storage space into a room. That’s the sauna.
We have an attic over the main portion of the house, and we have full access to that. We don’t have access to the space above the formerly unfinished wing. There is not enough room to stand in that part— it’s maybe 3 feet high and at a roof angle. The duct goes into the lower roof’s gable, blocking access to that crawlspace.
Also, the heat comes out of the lights when they’re off. It just flows into the room from the light cans.
Remove the light cans you have and instal sealed light cans designed to be used with attic insulation otherwise any insulation you put in the attic will spill through the openings in the light cans.